[scikit-learn] Normalization in ridge regression when there is no intercept

ahmetcik ahmetcik at fhi-berlin.mpg.de
Thu Jun 6 08:56:59 EDT 2019


Hello everyone,
I have just recognized that when using ridge regression without an 
intercept no normalization is performed even if the argument "normalize" 
is set to True. Though it is, of course, no problem to manually 
normalize the input matrix X I have become curious if there was a 
special reason to not normalize the data, e.g. the columns of X scaled 
(but not centered to have mean zero) to have unit norm such that their 
lengths do not affect the outcome.

Thanks in advance!
Emre


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